Price and volume
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Spread
0.93 bps
Best bid / ask
0.85887 / 0.85895
Depth ±100 bps
$196K
Imbalance ±100 bps
0.347
| Band | Bid depth (USD) | Ask depth (USD) | Total (USD) | Imbalance |
|---|---|---|---|---|
| ±10 bps | $132K | $63.9K | $196K | 0.347 |
| ±50 bps | $132K | $63.9K | $196K | 0.347 |
| ±100 bps | $132K | $63.9K | $196K | 0.347 |
| ±200 bps | $132K | $63.9K | $196K | 0.347 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.85887 | 400.0000 | $343.55 | $343.55 | 1 |
| 0.85882 | 1,165.8000 | $1.00K | $1.34K | 1 |
| 0.85879 | 679.0000 | $583.12 | $1.93K | 1 |
| 0.85874 | 8,152.8000 | $7.00K | $8.93K | 2 |
| 0.85873 | 18,351.8000 | $15.8K | $24.7K | 1 |
| 0.8587 |
| 1,135.1000 |
| $974.71 |
| $25.7K |
| 1 |
| 0.85855 | 18,769.8000 | $16.1K | $41.8K | 3 |
| 0.85848 | 2,793.8000 | $2.40K | $44.2K | 1 |
| 0.85847 | 5,831.5000 | $5.01K | $49.2K | 1 |
| 0.85837 | 35,394.0000 | $30.4K | $79.6K | 2 |
| Price | Size | Notional | Cumulative | Orders |
|---|---|---|---|---|
| 0.85895 | 1,021.8000 | $877.68 | $877.68 | 2 |
| 0.85898 | 1,165.6000 | $1.00K | $1.88K | 1 |
| 0.85902 | 480.5000 | $412.76 | $2.29K | 1 |
| 0.85904 | 500.0000 | $429.52 | $2.72K | 1 |
| 0.85905 | 2,813.4000 | $2.42K | $5.14K | 3 |
| 0.8591 | 500.0000 | $429.55 | $5.57K | 1 |
| 0.85911 | 5,828.0000 | $5.01K | $10.6K | 1 |
| 0.85915 | 500.0000 | $429.58 | $11.0K | 1 |
| 0.85916 | 25,555.5000 | $22.0K | $33.0K | 2 |
| 0.85919 | 1,153.3000 | $990.90 | $34.0K | 1 |